The breath is the link between the exterior and the interior yogic practices. It is not in vain that pranayama is the fourth of the eight limbs (ashtanga) of yoga. The first three are the most external: habits and behaviours towards yourself and others (niyamas, yamas) and postures (asana). The last 4 angas are to do with the mind (dhyana, dharana etc.) Therefore, the breathing techniques (pranayama) form the link between the body and the mind.
The mind has no form, it is composed only of the thoughts that define it. The quality of mind can be either tamasic (heavy) or rajasic (excited) when not trained. The trained mind is satvic (calm). Because it is very difficult to work directly on the mind, to make it more satvic, we bring the mind under control by learning the control the breath. Breathing is the only physiological process that is under both conscious and unconscious control.
An easy way to focus your yoga practice is to pay attention to the breath. The breath should be a parenthesis to the movement. This means that the breath is always longer than the movement: it begins before the movement begins, and ends after the movement ends. For example, with arms by your side, begin breathing in. Raise your arms above your head. Finish the breath after the arms come to vertical. Now, do this breathing technique throughout your practice. It is very difficult to maintain this kind of mental focus. Don’t worry if your mind wavers. When you notice it doing so, come back to the focus (bhavana.)